The simplest implicit time series copulas are those based on stationary Gaussian time series models.
[1]} and [2]} suggest using a zero mean
stationary autoregression of lag length \(p\) , so that
\(Z_s = \sum _{k=1}^p \rho _k Z_{s-k}+ e_s\,,\mbox{ for } s=1,2,\ldots \,,\) 
